ABC arbitrage APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.81% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0068 | 8.58 | |
| 0.0331 | 13.39 | |
| 0.9669 | 610.01 | |
| 0.1072 | 4.49 | |
| 1.8920 | 24.33 |
Estimation Period:
Feb 2, 1999 to Feb 13, 2026
Feb 2, 1999 to Feb 13, 2026
News Impact Curve
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